Access Statistics for Mark W. Watson
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
0 |
582 |
0 |
1 |
4 |
1,694 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
1 |
1 |
252 |
0 |
1 |
8 |
728 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
1 |
1 |
4 |
1,469 |
2 |
5 |
18 |
4,217 |
| A Probability Model of The Coincident Economic Indicators |
1 |
2 |
13 |
1,525 |
1 |
5 |
38 |
3,168 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
0 |
0 |
6 |
1,661 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
481 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
613 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
1 |
3 |
13 |
1,456 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
1 |
1 |
31 |
1 |
5 |
8 |
72 |
| Aggregate Implications of Changing Sectoral Trends |
1 |
1 |
1 |
26 |
1 |
2 |
6 |
78 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
1 |
3 |
40 |
1 |
4 |
8 |
98 |
| Aggregate Shocks and the Variability of Industrial Production |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
103 |
| An Econometric Model of International Long-run Growth Dynamics |
1 |
1 |
4 |
111 |
1 |
2 |
7 |
126 |
| Are Business Cycles All Alike? |
0 |
2 |
2 |
309 |
1 |
3 |
9 |
697 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
1 |
2 |
2 |
510 |
1 |
2 |
4 |
2,672 |
| Bubbles, Rational Expectations and Financial Markets |
3 |
9 |
25 |
2,518 |
4 |
19 |
95 |
4,840 |
| Business Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
161 |
0 |
0 |
0 |
1,532 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
1 |
5 |
2,351 |
2 |
5 |
23 |
5,385 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
0 |
223 |
0 |
5 |
7 |
698 |
| Business cycle durations and postwar stabilization of the U.S. economy |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
273 |
| Consistent Factor Estimation in Dynamic Factor Models with Structural Instability |
0 |
0 |
2 |
7 |
0 |
1 |
4 |
60 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
0 |
28 |
0 |
1 |
3 |
50 |
| Core Inflation and Trend Inflation |
1 |
2 |
8 |
184 |
2 |
16 |
35 |
473 |
| Diffusion Indexes |
0 |
1 |
18 |
1,449 |
1 |
7 |
50 |
2,995 |
| Disentangling the Channels of the 2007-2009 Recession |
1 |
1 |
9 |
390 |
2 |
10 |
41 |
1,212 |
| Dynamic Factor Models |
0 |
2 |
8 |
120 |
2 |
10 |
27 |
299 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
0 |
0 |
0 |
1,195 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
0 |
1 |
4 |
684 |
| Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
167 |
0 |
0 |
0 |
665 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
2 |
255 |
0 |
0 |
3 |
583 |
| Estimating deterministic trends in the presence of serially correlated errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
335 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
1 |
3 |
849 |
0 |
4 |
11 |
2,057 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
0 |
5 |
14 |
623 |
| Financial Conditions Indexes: A Fresh Look after the Financial Crisis |
1 |
3 |
24 |
490 |
7 |
19 |
72 |
1,201 |
| Forecasting Inflation |
0 |
1 |
8 |
3,391 |
0 |
2 |
17 |
7,776 |
| Forecasting Output and Inflation: The Role of Asset Prices |
1 |
1 |
1 |
907 |
2 |
4 |
8 |
2,091 |
| Has the Business Cycle Changed and Why? |
0 |
1 |
1 |
1,889 |
1 |
2 |
9 |
4,671 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
0 |
19 |
1 |
3 |
4 |
87 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
0 |
1,033 |
0 |
0 |
7 |
4,358 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
2 |
1,063 |
1 |
1 |
6 |
4,314 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
1 |
5 |
108 |
0 |
1 |
12 |
214 |
| Implications of Dynamic Factor Models for VAR Analysis |
0 |
2 |
5 |
1,627 |
1 |
10 |
38 |
4,049 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
335 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
0 |
0 |
0 |
732 |
| Long-Run Covariability |
0 |
0 |
0 |
100 |
0 |
1 |
6 |
86 |
| Low-Frequency Econometrics |
0 |
0 |
1 |
116 |
0 |
2 |
6 |
158 |
| Low-Frequency Robust Cointegration Testing |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
172 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
2 |
6 |
682 |
0 |
2 |
13 |
1,835 |
| Measures of Fit for Calibrated Models |
0 |
0 |
1 |
97 |
0 |
0 |
1 |
477 |
| Measures of fit for calibrated models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
243 |
| Measuring Uncertainty About Long-Run Forecasts |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
29 |
| Measuring Uncertainty about Long-Run Prediction |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
123 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
89 |
| Measuring changes in the value of the numeraire |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
412 |
| Modeling Inflation After the Crisis |
0 |
0 |
2 |
416 |
2 |
4 |
21 |
977 |
| Money, prices, interest rates and the business cycle |
0 |
0 |
2 |
211 |
1 |
2 |
11 |
1,982 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
2,553 |
| Phillips Curve Inflation Forecasts |
0 |
0 |
1 |
961 |
3 |
8 |
28 |
2,424 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
3 |
162 |
0 |
0 |
20 |
301 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
2 |
58 |
1 |
1 |
13 |
122 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
1 |
1 |
2 |
1,135 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
0 |
246 |
2 |
3 |
6 |
672 |
| Relative Goods? Prices and Pure Inflation |
0 |
0 |
0 |
78 |
1 |
2 |
2 |
561 |
| Seasonal Adjustment with Measurement Error Present |
0 |
0 |
0 |
41 |
0 |
2 |
2 |
252 |
| Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
0 |
3 |
192 |
0 |
3 |
8 |
631 |
| Sectoral vs. aggregate shocks: a structural factor analysis of industrial production |
0 |
0 |
0 |
137 |
0 |
2 |
7 |
401 |
| Slack and Cyclically Sensitive Inflation |
0 |
1 |
4 |
88 |
0 |
1 |
15 |
301 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
4 |
443 |
0 |
0 |
14 |
1,014 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
1,131 |
0 |
1 |
2 |
3,082 |
| Stochastic Trends and Economic Fluctuations |
0 |
1 |
1 |
936 |
0 |
3 |
5 |
2,152 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
1 |
6 |
17 |
1,460 |
| Testing Long Run Neutrality |
0 |
0 |
0 |
375 |
0 |
0 |
4 |
1,149 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
244 |
| Testing for Cointegration When Some of the Contributing Vectors are Known |
0 |
0 |
0 |
161 |
0 |
1 |
2 |
746 |
| Testing for cointegration when some of the cointegrating vectors are known |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
218 |
| Testing long run neutrality |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
343 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
4 |
4 |
134 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
146 |
| The Evolution of National and Regional Factors in U.S. Housing Construction |
1 |
1 |
2 |
8 |
1 |
2 |
5 |
27 |
| The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
30 |
| The Slow Recovery in Output after 2009 |
1 |
1 |
1 |
66 |
1 |
1 |
3 |
112 |
| The post-war U.S. Phillips curve: a revisionist econometric history |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
1,573 |
| The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
676 |
| Understanding Changes in International Business Cycle Dynamics |
1 |
1 |
1 |
755 |
1 |
2 |
2 |
2,286 |
| Vector autoregressions and cointegration |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
566 |
| Why Has U.S. Inflation Become Harder to Forecast? |
1 |
2 |
3 |
814 |
1 |
4 |
16 |
1,978 |
| Total Working Papers |
16 |
47 |
195 |
34,986 |
56 |
228 |
888 |
105,523 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Reexamination of Friedman's Consumption Puzzle: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
56 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
11 |
1,726 |
5 |
11 |
51 |
4,193 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
1 |
3 |
11 |
419 |
3 |
13 |
106 |
1,211 |
| A dymimic model of housing price determination |
0 |
0 |
1 |
320 |
0 |
1 |
3 |
775 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
0 |
469 |
0 |
0 |
3 |
1,225 |
| ABCs (and Ds) of Understanding VARs |
1 |
6 |
9 |
997 |
2 |
11 |
25 |
2,571 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models |
0 |
0 |
2 |
564 |
0 |
1 |
6 |
1,069 |
| Assessing changes in the monetary transmission mechanism: a VAR approach: commentary |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
155 |
| Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model |
0 |
0 |
0 |
287 |
0 |
0 |
2 |
1,036 |
| Business-Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
239 |
0 |
1 |
2 |
1,006 |
| Combination forecasts of output growth in a seven-country data set |
0 |
0 |
1 |
284 |
0 |
1 |
12 |
878 |
| Comment |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
67 |
| Commentary on \\"what's real about the business cycle?\\" |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
117 |
| Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel |
0 |
0 |
0 |
289 |
0 |
0 |
4 |
806 |
| Consistent factor estimation in dynamic factor models with structural instability |
1 |
2 |
4 |
44 |
2 |
6 |
16 |
199 |
| Core Inflation and Trend Inflation |
1 |
1 |
15 |
152 |
9 |
17 |
78 |
572 |
| Disentangling the Channels of the 2007-09 Recession |
0 |
2 |
18 |
160 |
6 |
22 |
86 |
659 |
| Does GNP have a unit root? |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
155 |
| Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" |
0 |
0 |
0 |
44 |
0 |
2 |
4 |
166 |
| Estimating Deterministic Trends In The Presence Of Serially Correlated Errors |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
370 |
| Estimating turning points using large data sets |
0 |
0 |
3 |
77 |
0 |
1 |
7 |
283 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
2 |
14 |
46 |
1,106 |
| Explaining the increased variability in long-term interest rates |
0 |
0 |
1 |
228 |
0 |
1 |
2 |
1,037 |
| Forecasting Output and Inflation: The Role of Asset Prices |
1 |
2 |
7 |
176 |
4 |
9 |
36 |
2,209 |
| Forecasting Using Principal Components From a Large Number of Predictors |
3 |
5 |
14 |
1,492 |
6 |
12 |
42 |
2,897 |
| Forecasting inflation |
0 |
6 |
31 |
1,681 |
6 |
19 |
93 |
4,187 |
| Forecasting output and inflation: the role of asset prices |
0 |
0 |
0 |
563 |
0 |
2 |
7 |
1,491 |
| Generalized Shrinkage Methods for Forecasting Using Many Predictors |
2 |
2 |
4 |
144 |
3 |
5 |
13 |
517 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
88 |
| Has the business cycle changed? |
0 |
0 |
1 |
687 |
2 |
2 |
8 |
1,573 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
3 |
173 |
2 |
3 |
14 |
652 |
| How Have Changing Sectoral Trends Affected GDP Growth? |
0 |
0 |
1 |
10 |
0 |
2 |
5 |
46 |
| How accurate are real-time estimates of output trends and gaps? |
0 |
0 |
0 |
128 |
0 |
0 |
2 |
306 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
1 |
1 |
10 |
56 |
5 |
8 |
70 |
325 |
| Imperfect Information and Wage Inertia in the Business Cycle: A Comment |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
68 |
| Indicators for Dating Business Cycles: Cross-History Selection and Comparisons |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
257 |
| Inference in Linear Time Series Models with Some Unit Roots |
2 |
3 |
15 |
1,750 |
7 |
16 |
67 |
4,362 |
| Inflation Persistence, the NAIRU, and the Great Recession |
0 |
0 |
1 |
76 |
0 |
0 |
3 |
281 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
95 |
0 |
0 |
2 |
367 |
| Interpreting the evidence on money-income causality |
1 |
1 |
1 |
185 |
1 |
1 |
2 |
431 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
61 |
| Journal of Applied Econometrics Annual Lecture Series |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
158 |
| Long†Run Covariability |
0 |
0 |
0 |
5 |
1 |
2 |
5 |
78 |
| Low cost light traps for coral reef fishery research and sustainable ornamental fisheries |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
50 |
| Low-frequency robust cointegration testing |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
112 |
| MTS: A Review |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
96 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
5 |
12 |
45 |
2,813 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
1 |
2 |
335 |
0 |
2 |
4 |
832 |
| Market anticipations of monetary policy actions - commentary |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
89 |
| Measures of Fit for Calibrated Models |
0 |
0 |
2 |
477 |
0 |
0 |
5 |
1,396 |
| Measuring Uncertainty about Long-Run Predictions |
0 |
0 |
1 |
22 |
1 |
2 |
5 |
104 |
| Modeling inflation after the crisis |
2 |
2 |
8 |
186 |
3 |
5 |
21 |
764 |
| Money, Prices, Interest Rates and the Business Cycle |
0 |
1 |
1 |
738 |
0 |
6 |
18 |
2,310 |
| Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
57 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
940 |
| On the sources of the Great Moderation - discussion |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
52 |
| Phillips curve inflation forecasts |
1 |
1 |
8 |
216 |
4 |
7 |
34 |
727 |
| Presidents and the US Economy: An Econometric Exploration |
0 |
0 |
6 |
167 |
1 |
2 |
60 |
934 |
| Recent changes in trend and cycle, remarks |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
31 |
| Recollections of Clive Granger |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
45 |
| Recursive solution methods for dynamic linear rational expectations models |
0 |
0 |
0 |
82 |
0 |
0 |
2 |
188 |
| Rejoinder to Evans and McCallum |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
68 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
3 |
443 |
3 |
19 |
45 |
1,518 |
| Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
1 |
18 |
414 |
0 |
6 |
38 |
1,370 |
| Special Section on Consumer Price Research: Introduction |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
281 |
| Stochastic Trends and Economic Fluctuations |
1 |
4 |
11 |
2,490 |
4 |
13 |
39 |
6,479 |
| System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations |
0 |
1 |
1 |
479 |
0 |
1 |
3 |
819 |
| Systematic Monetary Policy and the Effects of Oil Price Shocks |
3 |
5 |
27 |
626 |
8 |
21 |
183 |
2,116 |
| Temporal instability of the unemployment-inflation relationship |
0 |
1 |
2 |
214 |
0 |
4 |
8 |
587 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
270 |
| Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified |
0 |
0 |
0 |
43 |
0 |
2 |
4 |
199 |
| Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative |
0 |
0 |
0 |
123 |
0 |
1 |
2 |
604 |
| Testing long-run neutrality |
0 |
0 |
0 |
755 |
0 |
2 |
6 |
1,795 |
| Testing the interpretation of indices in a macroeconomic index model |
0 |
0 |
0 |
31 |
0 |
2 |
3 |
154 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
42 |
| The Disappointing Recovery of Output after 2009 |
1 |
1 |
1 |
41 |
1 |
1 |
4 |
190 |
| The NAIRU, Unemployment and Monetary Policy |
1 |
1 |
4 |
1,371 |
3 |
24 |
32 |
5,514 |
| The Solution of Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
1,430 |
| The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
40 |
| The post-war U.S. phillips curve: a revisionist econometric history |
0 |
0 |
0 |
539 |
8 |
10 |
14 |
1,038 |
| Twenty Years of Time Series Econometrics in Ten Pictures |
0 |
0 |
3 |
97 |
0 |
0 |
6 |
377 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
0 |
522 |
2 |
3 |
8 |
1,812 |
| Univariate detrending methods with stochastic trends |
0 |
2 |
2 |
551 |
1 |
3 |
7 |
1,093 |
| Using econometric models to predict recessions |
0 |
0 |
1 |
132 |
0 |
0 |
2 |
280 |
| Variable Trends in Economic Time Series |
0 |
0 |
3 |
837 |
0 |
0 |
5 |
1,621 |
| Vector Autoregressions |
3 |
7 |
44 |
1,810 |
13 |
33 |
177 |
3,915 |
| Vector Autoregressions and Reality: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
77 |
| What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? |
0 |
0 |
1 |
18 |
0 |
0 |
4 |
46 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
0 |
1,115 |
8 |
14 |
53 |
3,116 |
| Total Journal Articles |
26 |
62 |
314 |
28,936 |
135 |
388 |
1,685 |
88,469 |
| Chapter |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
2 |
198 |
0 |
0 |
20 |
453 |
| Are Business Cycles All Alike? |
2 |
2 |
11 |
258 |
8 |
13 |
47 |
795 |
| Business cycle fluctuations in us macroeconomic time series |
1 |
2 |
14 |
2,964 |
6 |
13 |
54 |
6,944 |
| Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 |
1 |
1 |
2 |
7 |
2 |
4 |
7 |
22 |
| Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" |
1 |
2 |
3 |
37 |
1 |
2 |
3 |
77 |
| Comment on "Shocks and Crashes" |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
35 |
| Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Comment on "Trends and Cycles in China's Macroeconomy" |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
71 |
| Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics |
3 |
10 |
93 |
756 |
9 |
39 |
260 |
1,992 |
| Forecasting with Many Predictors |
0 |
2 |
9 |
789 |
2 |
6 |
28 |
1,973 |
| Has the Business Cycle Changed and Why? |
0 |
1 |
3 |
439 |
1 |
5 |
37 |
1,175 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
1 |
2 |
4 |
201 |
3 |
6 |
16 |
822 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
1 |
1 |
5 |
241 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
1 |
7 |
1,387 |
3 |
14 |
47 |
3,089 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
2 |
287 |
6 |
11 |
33 |
1,037 |
| Time series and spectral methods in econometrics |
0 |
0 |
1 |
498 |
1 |
3 |
11 |
1,038 |
| Vector autoregressions and cointegration |
0 |
2 |
3 |
856 |
1 |
5 |
12 |
1,810 |
| Total Chapters |
9 |
25 |
154 |
8,802 |
45 |
123 |
582 |
21,575 |
|
|
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